+21.3%
TFC vs AXON
-40.7%
+62.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.8% | +1.1% | +2.9% |
| 7D | +5.1% | +0.2% | +4.8% | +5.1% |
| 30D | +9.8% | +3.0% | +6.8% | +9.7% |
| 3M | -2.4% | -30.1% | +27.7% | -1.6% |
| 6M | +4.9% | +7.7% | -2.8% | +4.6% |
| YTD | +6.6% | -25.3% | +31.9% | +8.6% |
| 1Y | +21.3% | -39.9% | +61.2% | +25.9% |
| All | +21.3% | -40.7% | +62.0% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AXON wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling